Studies of non-equilibrium current fluctuations enable assessing correlations involved in quantum transport through nanoscale conductors. They provide additional information to the mean current on charge statistics and the presence of coherence, dissipation, disorder, or entanglement. Shot noise, being a temporal integral of the current autocorrelation function, reveals dynamical information. In particular, it detects presence of non-Markovian dynamics, i.e., memory, within open systems, which has been subject of many current theoretical studies. We report on low-temperature shot noise measurements of electronic transport through InAs quantum dots in the Fermi-edge singularity regime and show that it exhibits strong memory effects caused by quantum correlations between the dot and fermionic reservoirs. Our work, apart from addressing noise in archetypical strongly correlated system of prime interest, discloses generic quantum dynamical mechanism occurring at interacting resonant Fermi edges.